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mholstius

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Joined: 6/15/2011

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Subject : RE: ATM Micro States Method
Posted : 2/26/2018 3:57 PM
Post #29882 - In reply to #29880

Hi Gary,

To answer your questions…

1. Why did you choose the path of defining more granularity in the states we have been using

It’s a question of choices and available time.

I try to evaluate one thing at a time, and this looked like a good choice for investing the 50 or so hours it took to do. I’m glad it worked out - sometimes things end up being a dead end.

Jim has invested a LOT of his time investigating market states. His work looks very promising, and I certainly hope he’ll develop something much better than mine.

2. the second question is directly related to the first. I am wondering why you chose the strategies you did for each of the states.

Because of the statistics, I’ve been biased toward using RTMs for the past couple of years - that’s why all the strategies in this method are RTMs. Also, I chose to have this micro method close all trades when every state changes, so I don’t feel that would allow enough time for the trending trades to develop. They’d probably be closed out too soon in many cases.

You may want to uncheck the “Close All Trades…” box on each state and try some trending strategies to see what happens…???

Thanks for your kind words - I hope this thread produces some additional insights for everyone.

Mark

Deleting message 29882 : RE: ATM Micro States Method


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